A spokeswoman for Kensington Palace, the residence of the Duke and Duchess of Cambridge, said: "We are aware of this issue but won't comment on security matters."

They said there were no plans to change the Prince's school.

The young royal was at school on Tuesday and Wednesday, but is not understood to have been there when the incident occurred.

New pupils at Thomas's start on half-days, before building up to staying for lunch.

"We don't know precisely what the security arrangements are for the four-year-old Prince but I think it would be surprising if there wasn't some sort of police presence at the school whenever he is there," said Sky's crime correspondent Martin Brunt.

Thomas's Battersea has around 560 pupils aged from four to 13 and fees for the school start at £17,604 a year.